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Parameter	Value	t-statistic
ω const Unconditional variance weight	1.2259	19.80***
α ARCH Response to squared shocks	0.1755	20.01***
β GARCH Volatility persistence	0.7664	111.67***
γ leverage Additional response to negative shocks	-0.0410	-3.01***

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AV Concept Holdings Ltd Asy. MEM Volatility Analysis

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News Impact Curve

Volatility Forecast

Parameter Estimates

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